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This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

Treatment effects of stochastic policy shifts quantify differences in outcomes across counterfactual scenarios with varying treatment distributions. Stochastic policy shifts may be of interest in settings where it is unrealistic or…

Methodology · Statistics 2026-03-31 Michael Jetsupphasuk , Chenwei Fang , Didong Li , Michael G. Hudgens

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

Machine Learning · Statistics 2026-03-18 Saksham Jain , Alex Luedtke

In recent decades, event studies have emerged as a central methodology in health and social research for evaluating the causal effects of staggered interventions. In this paper, we analyze event studies from experimental design principles…

Methodology · Statistics 2024-11-25 Zhu Shen , Ambarish Chattopadhyay , Yuzhou Lin , Jose R. Zubizarreta

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

Methodology · Statistics 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

We propose a new modeling and estimation approach to select the optimal treatment regime from different options through constructing a robust estimating equation. The method is protected against misspecification of the propensity score…

Methodology · Statistics 2022-11-15 Trinetri Ghosh , Yanyuan Ma , Wensheng Zhu , Yuanjia Wang

When estimating the treatment effect in an observational study, we use a semiparametric locally efficient dimension reduction approach to assess both the treatment assignment mechanism and the average responses in both treated and…

Methodology · Statistics 2020-10-26 Trinetri Ghosh , Yanyuan Ma , Xavier de Luna

The external validity of regression discontinuity designs is crucial for informing policy but is rarely examined in applied work. To advance empirical practice, we propose a joint inference procedure for the treatment effect and its local…

Econometrics · Economics 2026-02-17 Yuta Okamoto

Regression discontinuity designs are widely used when treatment assignment is determined by whether a running variable exceeds a predefined threshold. However, most research focuses on estimating local causal effects at the threshold,…

Methodology · Statistics 2025-01-06 Xinqin Feng , Wenjie Hu , Pu Yang , Tingyu Li , Xiao-Hua Zhou

This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric…

Econometrics · Economics 2025-11-17 Pedro H. C. Sant'Anna , Qi Xu

Many policies involve dynamics in their treatment assignments, where individuals receive sequential interventions over multiple stages. We study estimation of an optimal dynamic treatment regime that guides the optimal treatment assignment…

Econometrics · Economics 2024-09-04 Shosei Sakaguchi

Boundary discontinuity designs are used to learn about causal treatment effects along a continuous assignment boundary that splits units into control and treatment groups according to a bivariate location score. We analyze location-based…

Econometrics · Economics 2026-05-15 Matias D. Cattaneo , Rocio Titiunik , Ruiqi Rae Yu

This paper analyzes difference-in-differences designs with a continuous treatment. We show that treatment-on-the-treated-type parameters are identified under a parallel trends assumption analogous to the binary treatment case. However,…

Econometrics · Economics 2026-01-05 Brantly Callaway , Andrew Goodman-Bacon , Pedro H. C. Sant'Anna

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui

We develop a new identification strategy for average treatment effects on the treated (ATT) in panel data with discrete outcomes. Standard difference-in-differences (DiD) relies on parallel trends, which is frequently violated in…

Econometrics · Economics 2026-03-10 Young Ahn , Hiroyuki Kasahara

The triple-differences (TD) design is a popular identification strategy for causal effects in settings where researchers do not believe the parallel trends assumption of conventional difference-in-differences (DiD) is satisfied. TD designs…

Methodology · Statistics 2023-07-11 Anton Strezhnev

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

Methodology · Statistics 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

This paper studies a linear model for multidimensional panel data of three or more dimensions with unobserved interactive fixed-effects. The main estimator uses a Neyman-orthogonal approach, and requires two preliminary steps. First, the…

Econometrics · Economics 2026-03-06 Hugo Freeman

Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its…

Methodology · Statistics 2025-04-21 Yikun Zhang , Yen-Chi Chen

We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…

Econometrics · Economics 2026-05-08 Hugo Freeman , Dennis Kristensen
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